Mix first group of ingredients together in a large bowl. Drop by teaspoonfuls or tablespoonfuls on an ungreased cookie sheet. Size varies by the different size spoons. Bake at 350F for about 15 minutes. It takes two cakes to make one pie.

Then for filling: Mix milk and flour. Cook until thick; let cool. After mixture has cooled, add shortening, sugar, salt and vanilla. Mix together with an electric mixer. Beat until smooth and fluffy. Spread between 2 layers of cookie tops.